+24.3%
FFIV vs EXEL
+54.7%
-30.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.7% | +3.8% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -1.3% | +10.1% | -11.4% | -1.4% |
| 3M | +2.4% | +10.1% | -7.7% | +2.1% |
| 6M | +41.8% | +37.7% | +4.1% | +37.8% |
| YTD | +58.5% | +33.1% | +25.4% | +53.9% |
| 1Y | +24.3% | +52.4% | -28.0% | +17.5% |
| All | +24.3% | +54.7% | -30.3% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling